BonBranchingTQP.hpp

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// (C) Copyright International Business Machines Corporation and
// Carnegie Mellon University 2006, 2008
// All Rights Reserved.
// This code is published under the Common Public License.
//
// Authors :
// Andreas Waechter, International Business Machines Corporation
//                   (derived from BonTMINLP2TNLP.hpp)            12/22/2006

#ifndef __BONBRANCHINGTQP_HPP__
#define __BONBRANCHINGTQP_HPP__

#include "BonTMINLP2TNLP.hpp"

namespace Bonmin
{
  class BranchingTQP : public Ipopt::TNLP
  {
  public:
    BranchingTQP(Ipopt::SmartPtr<TMINLP2TNLP> tminlp2tnlp);

    virtual ~BranchingTQP();

    virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
                              Ipopt::Index& nnz_h_lag, Ipopt::TNLP::IndexStyleEnum& index_style);
    virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
                                 Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);
    virtual bool get_constraints_linearity(Ipopt::Index m, LinearityType* const_types);
    virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
        bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
        Ipopt::Index m, bool init_lambda,
        Ipopt::Number* lambda);

    virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number& obj_value);

    virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number* grad_f);

    virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Index m, Ipopt::Number* g);

    virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
        Ipopt::Index *jCol, Ipopt::Number* values);

    virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
        bool new_lambda, Ipopt::Index nele_hess,
        Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values);
    virtual void finalize_solution(Ipopt::SolverReturn status,
                                   Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
                                   Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
                                   Ipopt::Number obj_value,
                                   const Ipopt::IpoptData* ip_data,
                                   Ipopt::IpoptCalculatedQuantities* ip_cq);

    const Ipopt::Number ObjVal()
    {
      return obj_val_;
    }
    const Ipopt::Number* ObjGrad()
    {
      return obj_grad_;
    }
    const Ipopt::Number* ObjHessVals()
    {
      return obj_hess_;
    }
    const Ipopt::Index* ObjHessIRow()
    {
      return obj_hess_irow_;
    }
    const Ipopt::Index* ObjHessJCol()
    {
      return obj_hess_jcol_;
    }
    const Ipopt::Number* ConstrRhs()
    {
      return g_vals_;
    }
    const Ipopt::Number* ConstrJacVals()
    {
      return g_jac_;
    }
    const Ipopt::Index* ConstrJacIRow()
    {
      return g_jac_irow_;
    }
    const Ipopt::Index* ConstrJacJCol()
    {
      return g_jac_jcol_;
    }

  private:
    BranchingTQP();

    BranchingTQP(const BranchingTQP&);

    void operator=(const BranchingTQP&);

    Ipopt::Number obj_val_;
    Ipopt::Number* obj_grad_;
    Ipopt::Number* obj_hess_;
    Ipopt::Index* obj_hess_irow_;
    Ipopt::Index* obj_hess_jcol_;
    Ipopt::Number* g_vals_;
    Ipopt::Number* g_jac_;
    Ipopt::Index* g_jac_irow_;
    Ipopt::Index* g_jac_jcol_;

    Ipopt::Index n_;
    Ipopt::Index m_;
    Ipopt::Index nnz_jac_g_;
    Ipopt::Index nnz_h_lag_;
    Ipopt::TNLP::IndexStyleEnum index_style_;

    Ipopt::Number* x_sol_copy_;

    Ipopt::Number* duals_sol_copy_;

    Ipopt::SmartPtr<TMINLP2TNLP> tminlp2tnlp_;
  };

} // namespace Ipopt

#endif